Carmat SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 25th, 2025:78.14% (-9.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8088 | 17.36 | |
| 0.1823 | 11.85 | |
| 0.7655 | 103.95 | |
| 0.0956 | 3.89 |
Estimation Period:
Jul 12, 2010 to Sep 19, 2025
Jul 12, 2010 to Sep 19, 2025
News Impact Curve
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